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Signed Compound Poisson Integer-Valued Garch Processes
AuthID
P-00Q-NXK
2
Author(s)
Gonçalves, E
·
Mendes Lopes, N
Document Type
Article
Year published
2019
Published
in
Communications in Statistics - Theory and Methods,
ISSN: 0361-0926
Volume: 49, Issue: 22, Pages: 5468-5492
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Publication Identifiers
DOI
:
10.1080/03610926.2019.1619767
Scopus
: 2-s2.0-85066632396
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ISSN
: 0361-0926
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